HotSpots for 10/25/2019 for $ES $YM $NQ

Daily HotSpots

HotSpots are times during the market trading session that for the past XX days have consistently moved in one direction or the other. These HotSpots are published each morning pre-market. The next day, a results post is also published and weekly a summary post.

CAUTION: This data is under development and provided only for research and teaching purposes

If you have questions about HotSpots you can contact us at info@mrtopstep.com.

ES_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1034 1110 81 0.02 67.00 chart
normal-13 1018 1117 85 0.02 58.00 chart
normal-11 1018 1117 82 0.01 43.25 chart
normal-8 1018 1117 88 0.01 30.50 chart
normal-5 1035 1117 100 0.01 24.25 chart
taylorPlus-21 1015 1114 81 0.02 46.75 chart
taylorPlus-13 1013 1110 92 0.02 61.75 chart
taylorPlus-11 1013 1110 91 0.02 55.50 chart
taylorPlus-8 1331 1421 100 0.01 23.75 chart
taylorPlus-5 1014 1109 100 0.01 35.25 chart
taylor3-21 1052 1124 86 0.03 80.50 chart
taylor3-13 1053 1124 85 0.02 60.50 chart
taylor3-11 1317 1353 91 0.01 34.50 chart
taylor3-8 1054 1124 88 0.01 43.00 chart
taylor3-5 1205 1302 100 0.01 36.00 chart

ES_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1147 1219 -85 -0.01 -37.25 chart
normal-11 1147 1224 -91 -0.01 -38.25 chart
normal-8 1145 1224 -100 -0.01 -29.50 chart
normal-5 1141 1224 -100 -0.01 -25.00 chart
taylorPlus-21 1237 1332 -86 -0.02 -64.00 chart
taylorPlus-13 1239 1331 -85 -0.01 -20.75 chart
taylorPlus-11 1227 1323 -91 -0.01 -23.50 chart
taylorPlus-8 1226 1319 -100 -0.01 -25.75 chart
taylorPlus-5 1222 1316 -100 -0.01 -19.25 chart
taylor3-13 1448 1523 -85 -0.01 -25.00 chart
taylor3-11 1520 1559 -82 -0.01 -37.75 chart
taylor3-8 1451 1550 -87 -0.02 -59.25 chart
taylor3-5 1451 1550 -100 -0.02 -54.00 chart

NQ_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1013 1056 81 0.03 221.25 chart
normal-13 1013 1059 85 0.02 155.00 chart
normal-11 1511 1542 91 0.00 37.00 chart
normal-8 1036 1117 88 0.01 76.25 chart
normal-5 1222 1302 100 0.01 58.00 chart
taylorPlus-13 1013 1110 85 0.03 192.75 chart
taylorPlus-11 0949 1042 91 0.01 68.75 chart
taylorPlus-8 1331 1420 100 0.01 82.50 chart
taylorPlus-5 1017 1108 100 0.01 86.00 chart
taylor3-21 1051 1121 86 0.03 218.50 chart
taylor3-13 1232 1309 92 0.01 61.25 chart
taylor3-11 1412 1449 91 0.01 93.25 chart
taylor3-8 1203 1301 88 0.02 141.00 chart
taylor3-5 1203 1302 100 0.02 117.75 chart

NQ_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1110 1159 -81 -0.02 -127.00 chart
normal-13 1109 1158 -85 -0.01 -80.50 chart
normal-11 1132 1227 -82 -0.02 -140.50 chart
normal-8 1130 1224 -87 -0.01 -110.25 chart
normal-5 0945 1036 -100 -0.01 -110.75 chart
taylorPlus-21 1228 1309 -86 -0.01 -91.00 chart
taylorPlus-13 1139 1230 -85 -0.01 -75.25 chart
taylorPlus-11 1109 1144 -91 -0.01 -83.25 chart
taylorPlus-8 1139 1235 -87 -0.01 -112.50 chart
taylorPlus-5 1152 1240 -100 -0.01 -77.25 chart
taylor3-13 0935 1007 -92 -0.03 -197.75 chart
taylor3-11 0935 1007 -91 -0.02 -191.25 chart
taylor3-8 1127 1158 -100 -0.01 -74.50 chart
taylor3-5 1451 1550 -100 -0.02 -155.25 chart

YM_F LONG
Type Entry Exit Trade % Profit % Points HeatMap
normal-21 1324 1400 86 0.02 418.00 chart
normal-13 1312 1350 92 0.01 317.00 chart
normal-11 1043 1141 91 0.01 287.00 chart
normal-8 1035 1130 88 0.01 260.00 chart
normal-5 1035 1117 100 0.01 245.00 chart
taylorPlus-21 1049 1136 86 0.01 378.00 chart
taylorPlus-13 1050 1136 92 0.02 537.00 chart
taylorPlus-11 1013 1111 91 0.02 427.00 chart
taylorPlus-8 1104 1143 100 0.01 222.00 chart
taylorPlus-5 1049 1143 100 0.01 355.00 chart
taylor3-21 1054 1124 86 0.02 616.00 chart
taylor3-13 1054 1124 92 0.02 515.00 chart
taylor3-11 1006 1043 100 0.02 414.00 chart
taylor3-8 1054 1124 100 0.01 349.00 chart
taylor3-5 1050 1120 100 0.01 337.00 chart

YM_F SHORT
Type Entry Exit Trade % Profit % Points HeatMap
normal-13 1146 1220 -85 -0.01 -327.00 chart
normal-11 1148 1222 -91 -0.01 -365.00 chart
normal-8 1129 1220 -87 -0.01 -287.00 chart
normal-5 0931 1029 -100 -0.01 -285.00 chart
taylorPlus-21 1246 1318 -90 -0.01 -368.00 chart
taylorPlus-13 1250 1331 -85 -0.01 -222.00 chart
taylorPlus-11 1434 1517 -91 -0.01 -182.00 chart
taylorPlus-8 1222 1319 -100 -0.01 -239.00 chart
taylorPlus-5 1425 1513 -100 -0.01 -159.00 chart
taylor3-13 1448 1524 -92 -0.01 -290.00 chart
taylor3-11 1447 1537 -91 -0.01 -276.00 chart
taylor3-8 1450 1546 -100 -0.02 -450.00 chart
taylor3-5 1451 1550 -100 -0.02 -435.00 chart

Lookbacks:

The lookback period (number of days) is set at 21,13,11,8 and 5 days. A heat-map is generated for each of these lookback periods, the best trade from day is scored.

The period of time that has consistently produced the best results becomes the hotspot for that lookback period. There are also different look-back types like Taylor and Taylor Plus.

Taylor cycles are usually 3-day cycles. A Taylor-5 look-back would use the last 5 trading days skipping back by 3 trading days.

Taylor Plus uses calendar days so weekends and non-trading days are counted as part of the skip count. If a lookback period falls on a none trading day, it is not used so a TaylorPlus will continue skipping back until 5 trading days are foundĀ for the heatmap calculation.